CME Japanese Yen Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1200 |
0.0003 |
0.0% |
1.1128 |
| High |
1.1236 |
1.1283 |
0.0047 |
0.4% |
1.1202 |
| Low |
1.1176 |
1.1178 |
0.0002 |
0.0% |
1.1036 |
| Close |
1.1178 |
1.1237 |
0.0059 |
0.5% |
1.1152 |
| Range |
0.0060 |
0.0105 |
0.0045 |
75.0% |
0.0166 |
| ATR |
0.0114 |
0.0114 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
78,951 |
66,419 |
-12,532 |
-15.9% |
475,132 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1497 |
1.1295 |
|
| R3 |
1.1443 |
1.1392 |
1.1266 |
|
| R2 |
1.1338 |
1.1338 |
1.1256 |
|
| R1 |
1.1287 |
1.1287 |
1.1247 |
1.1313 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1245 |
| S1 |
1.1182 |
1.1182 |
1.1227 |
1.1208 |
| S2 |
1.1128 |
1.1128 |
1.1218 |
|
| S3 |
1.1023 |
1.1077 |
1.1208 |
|
| S4 |
1.0918 |
1.0972 |
1.1179 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1556 |
1.1243 |
|
| R3 |
1.1462 |
1.1390 |
1.1198 |
|
| R2 |
1.1296 |
1.1296 |
1.1182 |
|
| R1 |
1.1224 |
1.1224 |
1.1167 |
1.1260 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1148 |
| S1 |
1.1058 |
1.1058 |
1.1137 |
1.1094 |
| S2 |
1.0964 |
1.0964 |
1.1122 |
|
| S3 |
1.0798 |
1.0892 |
1.1106 |
|
| S4 |
1.0632 |
1.0726 |
1.1061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1283 |
1.1061 |
0.0222 |
2.0% |
0.0101 |
0.9% |
79% |
True |
False |
91,728 |
| 10 |
1.1283 |
1.1007 |
0.0276 |
2.5% |
0.0102 |
0.9% |
83% |
True |
False |
88,706 |
| 20 |
1.1283 |
1.0834 |
0.0449 |
4.0% |
0.0116 |
1.0% |
90% |
True |
False |
94,030 |
| 40 |
1.1368 |
1.0834 |
0.0534 |
4.8% |
0.0123 |
1.1% |
75% |
False |
False |
96,361 |
| 60 |
1.1368 |
1.0614 |
0.0754 |
6.7% |
0.0122 |
1.1% |
83% |
False |
False |
80,897 |
| 80 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0116 |
1.0% |
88% |
False |
False |
60,712 |
| 100 |
1.1368 |
1.0244 |
0.1124 |
10.0% |
0.0109 |
1.0% |
88% |
False |
False |
48,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1558 |
|
1.618 |
1.1453 |
|
1.000 |
1.1388 |
|
0.618 |
1.1348 |
|
HIGH |
1.1283 |
|
0.618 |
1.1243 |
|
0.500 |
1.1231 |
|
0.382 |
1.1218 |
|
LOW |
1.1178 |
|
0.618 |
1.1113 |
|
1.000 |
1.1073 |
|
1.618 |
1.1008 |
|
2.618 |
1.0903 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1233 |
| PP |
1.1233 |
1.1230 |
| S1 |
1.1231 |
1.1226 |
|